On the Bayesianity of minimum risk equivariant estimator for location or scale parameters under a general convex and invariant loss function

DOI10.1080/23311835.2015.1023670MaRDI QIDQ2813474zbMATH OpenOpenAlexFDO

Authors Amir T. Payandeh Najafabadi

Publication date 24 June 2016

Published in Cogent Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1080/23311835.2015.1023670

zbMATH Keywords

Fourier transformBayes estimatorconvex and invariant loss functionsminimum risk equivariant (MRE) estimator

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Parametric inference under constraints (62F30) Harmonic analysis in one variable (42A99) Admissibility in statistical decision theory (62C15)

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Cites work

• scientific article; zbMATH DE number 1682096 (Why is no real title available?)
• scientific article; zbMATH DE number 4028079 (Why is no real title available?)
• scientific article; zbMATH DE number 1220667 (Why is no real title available?)
• scientific article; zbMATH DE number 3382976 (Why is no real title available?)
• A General Concept of Unbiasedness
• Applied Bayesian Modeling and Causal Inference from Incomplete‐Data Perspectives
• Bayesian improvements of a MRE estimator of a bounded location parameter
• Handbook of economic forecasting. Volume 2. 2 volume set 2A-2B
• Mathematical Statistics
• On improving on the minimum risk equivariant estimator of a scale parameter under a lower-bound constraint
• On the Bayesianity of maximum likelihood estimators of restricted location parameters under absolute value error loss
• Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
• Single observation unbiased priors
• The Selection of Prior Distributions by Formal Rules
• Unbiasedness as the Dual of Being Bayes

Cited in

(4)

• Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval
• Optimal equivariant estimator with respect to convex loss function
• On the Bayesianity of maximum likelihood estimators of restricted location parameters under absolute value error loss
• Examples of the effcct of the loss function on the best equzvarlhnt estimator

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